From df101db78ace4aaba2cec1ada16616b1d64833e2 Mon Sep 17 00:00:00 2001 From: jaxperro Date: Thu, 23 Jul 2026 15:17:15 -0400 Subject: [PATCH] =?UTF-8?q?docs:=20batch-two=20results=20(T6-T10)=20?= =?UTF-8?q?=E2=80=94=20two=20survivors,=20the=20slow-repricing=20theme?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit Co-Authored-By: Claude Fable 5 --- FINDINGS.md | 15 +++++++++++++++ research/README.md | 19 +++++++++++++++++++ 2 files changed, 34 insertions(+) diff --git a/FINDINGS.md b/FINDINGS.md index a6360c2e..e6b6799e 100644 --- a/FINDINGS.md +++ b/FINDINGS.md @@ -668,6 +668,21 @@ copy edge and its two pre-registered execution upgrades (#20/#21), and the human-maker inventory-lean line — following the wall's incumbents, not competing with them. +**Batch two, same discipline (2026-07-23 night):** five more tests, two +survivors, one theme. Maker inventory-leans are informed when SMALL +(follow +$2.51/lean, walk-forward-consistent over three days; the $2k+ +whale-bags invert to fade +$13.38 — absorbed retail flow vs getting run +over, in one size split), and same-outcome sibling markets reprice +LATE after leader bursts (+$9.73/$100 chain-graded across 2,028 +episodes, stale-print-entry optimism stated). Settlement-discount +harvesting is real but industrialized and sub-scale for us; the guard +audit found the gates earning their keep (crater-rejects were GOOD +misses — the winner's curse protecting us by accident); market-age +slicing needs more sample. The unifying picture, joining the week's +kills to its survivors: **speed is the moat where repricing is fast, and +every edge we can actually reach lives where repricing is slow — stale +siblings, absorbed inventory, and the sharps' own entry prices.** + ## Repo layout - `insider.py` — the detector: z-score/p-value, timing/freshness/sizing signals, diff --git a/research/README.md b/research/README.md index 88e01827..a02505ee 100644 --- a/research/README.md +++ b/research/README.md @@ -57,6 +57,25 @@ Layout: follow-on: inventory-lean signal sibling_sum_scan.py T4 — print-substrate sum-arb scan (artifact- dominated; needs standing-book data; parked) + maker_lean.py T6 — WALK-FORWARD POSITIVE: follow small maker + inventory leans (+$2.51/lean, 59% hit, positive + all 3 days); fade $2k+ whale bags (+$13.38, + n=422). Pre-registration candidate pending + event-concentration + execution checks. + event_leadlag.py T9 — POSITIVE: same-outcome siblings reprice + slowly after leader bursts (+$9.73/$100 chain, + n=2,028; stale-print entry optimism stated — + Stage-2 is execution realism) + settle_discount.py T7 — settlement-discount niche: industrialized + by incumbents (+2-3%/hold for the good ones); + residual unproven (63% of vol outside + tape-resolution); parked at our scale + miss_audit.py T8 — guard counterfactual: guards earn their + keep; crater-rejects were GOOD misses (retry EV + follow-up queued) + copy_age_slices.py T10 — market-age gradient inconclusive at + n<=15/cell (6-24h positive both books; + age~market-type confound); reruns as fills accrue maker_quote_sim.py T1 — crypto maker quoting at fair−m: STAGE-1 KILL 2026-07-23 (best cell +$0.37/fill at m=4c/R=1s under queue-front optimism; every